+32.2%
INTC vs IONQ
+217.7%
-185.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +4.2% |
| 7D | -1.0% | +25.5% | -26.5% | -4.6% |
| 30D | -43.3% | -11.4% | -31.9% | -42.3% |
| 3M | -41.6% | -20.5% | -21.1% | -39.7% |
| 6M | -52.5% | -28.2% | -24.2% | -50.3% |
| YTD | +60.9% | -21.2% | +82.1% | +63.6% |
| 1Y | +55.7% | -40.4% | +96.1% | +62.7% |
| 3Y | +59.2% | +214.7% | -155.5% | +13.6% |
| 5Y | +25.0% | +56.9% | -31.8% | -17.2% |
| All | +32.2% | +217.7% | -185.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling